Goldman Sachs Call 450 CHTR 16.08.2024
/ DE000GG5S1S3
Goldman Sachs Call 450 CHTR 16.08.../ DE000GG5S1S3 /
2024-06-20 9:26:52 AM |
Chg.0.000 |
Bid1:33:46 PM |
Ask1:33:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
0.00% |
0.008 Bid Size: 20,000 |
- Ask Size: - |
Charter Communicatio... |
450.00 USD |
2024-08-16 |
Call |
Master data
WKN: |
GG5S1S |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Charter Communications Inc New |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2024-03-26 |
Last trading day: |
2024-08-15 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
151.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.71 |
Historic volatility: |
0.32 |
Parity: |
-1.60 |
Time value: |
0.02 |
Break-even: |
420.42 |
Moneyness: |
0.62 |
Premium: |
0.63 |
Premium p.a.: |
21.62 |
Spread abs.: |
0.01 |
Spread %: |
70.00% |
Delta: |
0.06 |
Theta: |
-0.08 |
Omega: |
9.14 |
Rho: |
0.02 |
Quote data
Open: |
0.008 |
High: |
0.008 |
Low: |
0.008 |
Previous Close: |
0.008 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.008 |
0.005 |
1M High / 1M Low: |
0.008 |
0.004 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.006 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.006 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
292.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |